In 1961 Davenport published a paper, considered by most the constitutive deed of Wind Engineering, where meteorology, micrometeorology, climatology, aerodynamics and structural dynamics were embedded into a homogeneous framework of the wind loading of structures. This scheme, known as the "Davenport chain" and referred to a synoptic-scale extra-tropical cyclone is so limpid and elegant as to become a sort of axiom. Between 1976 and 1978 Gomes and Vickery separated thunderstorm from non-thunderstorm winds, determined their extreme distributions and derived a mixed statistical model later extended to other phenomena; this study, a milestone in the emerging issue of mixed climatology, proved the impossibility of labelling a heterogeneous range of phenomena characterized by different velocity fields, frequencies, durations and extensions by the generic term "wind". Many of these phenomena occur in limited and well-known areas. Extra-tropical cyclones and thunderstorms affect the entire planet. This paper provides a state-of-the-art of this subject, with particular regard to the studies conducted at the University of Genova on thunderstorms.